PHILADELPHIA (CBS) — A gay couple who became the first to challenge Philadelphia’s refusal to issue marriage licenses to same-sex couples say they will keep trying to change the Pennsylvania law that prohibits gay marriage.

This morning, they went to Philadelphia City Hall to press the issue by applying for a marriage license.

(Clerk:) “How can I help you?”

(Bob Sullivan:) “Well, we wanted to get our marriage license.”

But, as other happy couples came and went from the Marriage License Bureau, Bob and Bill Sullivan of South Philadelphia got the bad news.

“Unfortunately, at this time the State of Pennsylvania does not issue same-sex marriage licenses right now,” the clerk told them.

“I’m disappointed,” Bob Sullivan said afterward. He says he knew it was a long shot, but still. “You’re always surprised when you’re hearing something that still doesn’t make sense.”

The Sullivans are legally married in Vermont but their union is not recognized in Pennsylvania, creating, they say, legal and financial issues.

Bill Sullivan, who has been unable to get a driver’s license after taking his husband’s name, says he’s more concerned with the principle:

“Who are you to tell me I don’t have the same rights as everybody else in America? Why should my rights be restricted because you think I’m different than you?”

The Sullivans are not part of a lawsuit by same-sex couples challenging state law. They say they’ll try to bring public pressure on state officials to change the law.

Officials with the Philadelphia Marriage License Bureau say they are sympathetic to the request but must wait for courts to rule on the issue in Pennsylvania.

A key test case is scheduled for trial in federal court in Harrisburg in June.